-49.0%
VRT vs SPG
+14.6%
-63.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +4.2% |
| 7D | -21.4% | +4.9% | -26.3% | -17.8% |
| 30D | -25.8% | +15.6% | -41.4% | -16.7% |
| 3M | -33.5% | +4.1% | -37.6% | -31.7% |
| 6M | -49.0% | +13.6% | -62.6% | -45.3% |
| All | -49.0% | +14.6% | -63.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling